ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-11 |
117-14 |
0-03 |
0.1% |
115-09 |
| High |
117-22 |
117-16 |
-0-06 |
-0.2% |
117-26 |
| Low |
117-04 |
116-28 |
-0-08 |
-0.2% |
114-24 |
| Close |
117-15 |
117-11 |
-0-04 |
-0.1% |
117-22 |
| Range |
0-18 |
0-20 |
0-02 |
11.1% |
3-02 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.4% |
0-00 |
| Volume |
314,118 |
176,987 |
-137,131 |
-43.7% |
960,177 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-27 |
117-22 |
|
| R3 |
118-16 |
118-07 |
117-16 |
|
| R2 |
117-28 |
117-28 |
117-15 |
|
| R1 |
117-19 |
117-19 |
117-13 |
117-14 |
| PP |
117-08 |
117-08 |
117-08 |
117-05 |
| S1 |
116-31 |
116-31 |
117-09 |
116-26 |
| S2 |
116-20 |
116-20 |
117-07 |
|
| S3 |
116-00 |
116-11 |
117-06 |
|
| S4 |
115-12 |
115-23 |
117-00 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-30 |
124-28 |
119-12 |
|
| R3 |
122-28 |
121-26 |
118-17 |
|
| R2 |
119-26 |
119-26 |
118-08 |
|
| R1 |
118-24 |
118-24 |
117-31 |
119-09 |
| PP |
116-24 |
116-24 |
116-24 |
117-00 |
| S1 |
115-22 |
115-22 |
117-13 |
116-07 |
| S2 |
113-22 |
113-22 |
117-04 |
|
| S3 |
110-20 |
112-20 |
116-27 |
|
| S4 |
107-18 |
109-18 |
116-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-26 |
116-02 |
1-24 |
1.5% |
0-24 |
0.6% |
73% |
False |
False |
266,069 |
| 10 |
117-26 |
114-15 |
3-11 |
2.8% |
0-29 |
0.8% |
86% |
False |
False |
147,210 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-30 |
0.8% |
80% |
False |
False |
75,149 |
| 40 |
118-02 |
113-11 |
4-23 |
4.0% |
0-29 |
0.8% |
85% |
False |
False |
37,773 |
| 60 |
119-00 |
113-05 |
5-27 |
5.0% |
0-26 |
0.7% |
72% |
False |
False |
25,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-05 |
|
2.618 |
119-04 |
|
1.618 |
118-16 |
|
1.000 |
118-04 |
|
0.618 |
117-28 |
|
HIGH |
117-16 |
|
0.618 |
117-08 |
|
0.500 |
117-06 |
|
0.382 |
117-04 |
|
LOW |
116-28 |
|
0.618 |
116-16 |
|
1.000 |
116-08 |
|
1.618 |
115-28 |
|
2.618 |
115-08 |
|
4.250 |
114-07 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
117-11 |
| PP |
117-08 |
117-10 |
| S1 |
117-06 |
117-10 |
|